+118.7%
CDE vs PRU
+816.1%
-697.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.0% | -8.1% | -7.4% |
| 7D | +14.0% | +3.8% | +10.2% | +12.6% |
| 30D | -10.7% | +9.0% | -19.8% | -13.4% |
| 3M | -15.8% | +2.1% | -17.9% | -16.5% |
| 6M | -17.5% | +25.4% | -42.9% | -23.7% |
| YTD | -14.1% | +13.5% | -27.7% | -18.1% |
| 1Y | +2.9% | +21.3% | -18.4% | -3.9% |
| 3Y | +625.5% | +55.1% | +570.3% | +520.2% |
| 5Y | +117.1% | +43.6% | +73.6% | +89.7% |
| 10Y | +52.9% | +99.2% | -46.3% | +11.7% |
| All | +118.7% | +816.1% | -697.4% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling